+202.4%
WMB vs JD
-63.6%
+265.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.8% |
| 7D | +8.1% | -4.0% | +12.1% | +8.3% |
| 30D | -6.9% | +2.7% | -9.5% | -7.1% |
| 3M | -5.1% | -13.0% | +7.9% | -4.5% |
| 6M | -5.7% | -12.7% | +7.0% | -5.2% |
| YTD | +18.1% | -0.8% | +18.9% | +17.8% |
| 1Y | +18.4% | -8.9% | +27.3% | +18.7% |
| 3Y | +122.7% | +17.0% | +105.7% | +117.3% |
| All | +202.4% | -63.6% | +265.9% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling